BVT Call 280 AMGN 21.06.2024
/ DE000VM0Y851
BVT Call 280 AMGN 21.06.2024/ DE000VM0Y851 /
| 14/06/2024 20:05:09 |
Chg.-0.180 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-9.94% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
280.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM0Y85 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
09/08/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
1.74 |
| Time value: |
0.06 |
| Break-even: |
279.56 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.92 |
| Theta: |
-0.18 |
| Omega: |
14.31 |
| Rho: |
0.04 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.630 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.01% |
| 1 Month |
|
|
-51.05% |
| 3 Months |
|
|
+69.79% |
| YTD |
|
|
-27.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.260 |
1.630 |
| 1M High / 1M Low: |
3.330 |
1.630 |
| 6M High / 6M Low: |
4.660 |
0.570 |
| High (YTD): |
02/02/2024 |
4.660 |
| Low (YTD): |
18/04/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.48% |
| Volatility 6M: |
|
390.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
